The optimal allocation of risks under prospect theory:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
European Central Bank
2002
|
| Schriftenreihe: | Working paper series / European Central Bank
161 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 30 S. |
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Datensatz im Suchindex
| _version_ | 1807682940639903744 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
EXECUTIVE
SUMMARY
5
I
INTRODUCTION
7
2
THE
OPTIMAL
ALLOCATION
OF
RISKS
UNDER
CUMULATIVE
PROSPECT
THEORY
9
2.
1
THE
ENVIRONMENT
9
2.2
THE
PROSPECTIVE
VALUE
FUNCTION
FOR
THE
PROBLEM
1
0
2.3
CONDITIONS
FOR
OPTIMAL
RISK
CONCENTRATION
OR
DIVERSIFICATION
1
3
3
THE
MORE
GENERAL
CASE
1
9
4
PROSPECT
THEORY:
A
SOLUTION
TO
THE
"
HOME
BIAS
"
PUZZLE?
22
5
CONCLUSIONS
23
REFERENCES
25
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
28 |
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| illustrated | Not Illustrated |
| indexdate | 2024-08-18T00:26:31Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009989082 |
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| physical | 30 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | European Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | Stracca, Livio Verfasser aut The optimal allocation of risks under prospect theory by Livio Stracca Frankfurt am Main European Central Bank 2002 30 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 161 Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Risikoverteilung (DE-588)4138417-9 gnd rswk-swf Risikoverteilung (DE-588)4138417-9 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 European Central Bank Working paper series 161 (DE-604)BV012681744 161 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009989082&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stracca, Livio The optimal allocation of risks under prospect theory Ökonometrisches Modell (DE-588)4043212-9 gnd Risikoverteilung (DE-588)4138417-9 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4138417-9 |
| title | The optimal allocation of risks under prospect theory |
| title_auth | The optimal allocation of risks under prospect theory |
| title_exact_search | The optimal allocation of risks under prospect theory |
| title_full | The optimal allocation of risks under prospect theory by Livio Stracca |
| title_fullStr | The optimal allocation of risks under prospect theory by Livio Stracca |
| title_full_unstemmed | The optimal allocation of risks under prospect theory by Livio Stracca |
| title_short | The optimal allocation of risks under prospect theory |
| title_sort | the optimal allocation of risks under prospect theory |
| topic | Ökonometrisches Modell (DE-588)4043212-9 gnd Risikoverteilung (DE-588)4138417-9 gnd |
| topic_facet | Ökonometrisches Modell Risikoverteilung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009989082&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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